Did someone say Hades and Persephone? I highly disagree. Read the Silmarillion. If you think this fits H&P now, you won't after reading the story of Luthien singing Morgoth to sleep so she and Beren could steal the Silmaril from his crown.
I wonder if she's there on her own freewill and just lulling him to sleep or she's held captive and that's her job. That doesn't look like the underworld, more some forest somewhere. Is he a wood nymph or lord of the woodlands or something?